Mou-Hsiung Chang

Statistics

Publications

Citations

358

H-Index

Active since

1984

Affiliations

United States Army Research Office(Current)

University of Alabama in Huntsville

Intelligent Automation (United States)

The Ohio State University

North Carolina State University

Mou-Hsiung Chang is an author at United States Army Research Office specializing in stochastic processes, stochastic differential equations, and dynamical systems.

Publications per year

1984–2011

Publications

A Stochastic Portfolio Optimization Model with Bounded Memory

Mou-Hsiung Chang, Tao Pang, Yipeng Yang · Mathematics of Operations Research · 2011 · 76 citations

Business, Economics, Finance +16

A Hierarchical Approach To Multi-Player Pursuit-Evasion Differential Games

Dongxu Li, J.B. Cruz, Genshe Chen et al. · 2006 · 51 citations

Natural Sciences, Robotics Engineering, Game Theory +6

The European option with hereditary price structures: Basic theory

Mou-Hsiung Chang, Roger K. Youree · Applied Mathematics and Computation · 1999 · 40 citations

Business, Economics, Finance +16

Optimal control of stochastic functional differential equations with a bounded memory

Mou-Hsiung Chang, Tao Pang, Moustapha Pemy · Stochastics · 2008 · 32 citations

Natural Sciences, Mathematics, Differential Equations +16

Large deviation for Navier-Stokes equations with small stochastic perturbation

Mou-Hsiung Chang · Applied Mathematics and Computation · 1996 · 29 citations

Natural Sciences, Physics, Computational Fluid Dynamics +15

1–5 of 12